-87.9%
GDEV vs SPY
+147.4%
-235.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.2% | +10.4% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -16.8% | -1.0% | -15.8% | -16.5% |
| 3M | -23.6% | -0.3% | -23.2% | -23.5% |
| 6M | -37.5% | +7.3% | -44.9% | -38.8% |
| YTD | -35.3% | +13.3% | -48.7% | -37.5% |
| 1Y | -56.5% | +14.8% | -71.3% | -58.2% |
| 3Y | -49.5% | +82.9% | -132.4% | -57.6% |
| 5Y | -85.5% | +75.6% | -161.0% | -87.5% |
| All | -87.9% | +147.4% | -235.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling